/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2006, 2007, 2008, 2009 Ferdinando Ametrano
 Copyright (C) 2006 Katiuscia Manzoni

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#include <ql/indexes/swap/euriborswap.hpp>
#include <ql/indexes/ibor/euribor.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/daycounters/thirty360.hpp>
#include <ql/currencies/europe.hpp>

namespace QuantLib {

    EuriborSwapIsdaFixA::EuriborSwapIsdaFixA(
            const Period &tenor,
            const Handle<YieldTermStructure> &h)
            : SwapIndex("EuriborSwapIsdaFixA", // familyName
                        tenor,
                        2, // settlementDays
                        EURCurrency(),
                        TARGET(),
                        1 * Years, // fixedLegTenor
                        ModifiedFollowing, // fixedLegConvention
                        Thirty360(Thirty360::BondBasis), // fixedLegDaycounter
                        tenor > 1 * Years ?
                        std::make_shared<Euribor>(6 * Months, h) :
                        std::make_shared<Euribor>(3 * Months, h)) {}

    EuriborSwapIsdaFixA::EuriborSwapIsdaFixA(
            const Period &tenor,
            const Handle<YieldTermStructure> &forwarding,
            const Handle<YieldTermStructure> &discounting)
            : SwapIndex("EuriborSwapIsdaFixA", // familyName
                        tenor,
                        2, // settlementDays
                        EURCurrency(),
                        TARGET(),
                        1 * Years, // fixedLegTenor
                        ModifiedFollowing, // fixedLegConvention
                        Thirty360(Thirty360::BondBasis), // fixedLegDaycounter
                        tenor > 1 * Years ?
                        std::make_shared<Euribor>(6 * Months, forwarding) :
                        std::make_shared<Euribor>(3 * Months, forwarding),
                        discounting) {}

    EuriborSwapIsdaFixB::EuriborSwapIsdaFixB(
            const Period &tenor,
            const Handle<YieldTermStructure> &h)
            : SwapIndex("EuriborSwapIsdaFixB", // familyName
                        tenor,
                        2, // settlementDays
                        EURCurrency(),
                        TARGET(),
                        1 * Years, // fixedLegTenor
                        ModifiedFollowing, // fixedLegConvention
                        Thirty360(Thirty360::BondBasis), // fixedLegDaycounter
                        tenor > 1 * Years ?
                        std::make_shared<Euribor>(6 * Months, h) :
                        std::make_shared<Euribor>(3 * Months, h)) {}

    EuriborSwapIsdaFixB::EuriborSwapIsdaFixB(
            const Period &tenor,
            const Handle<YieldTermStructure> &forwarding,
            const Handle<YieldTermStructure> &discounting)
            : SwapIndex("EuriborSwapIsdaFixB", // familyName
                        tenor,
                        2, // settlementDays
                        EURCurrency(),
                        TARGET(),
                        1 * Years, // fixedLegTenor
                        ModifiedFollowing, // fixedLegConvention
                        Thirty360(Thirty360::BondBasis), // fixedLegDaycounter
                        tenor > 1 * Years ?
                        std::make_shared<Euribor>(6 * Months, forwarding) :
                        std::make_shared<Euribor>(3 * Months, forwarding),
                        discounting) {}


    EuriborSwapIfrFix::EuriborSwapIfrFix(const Period &tenor,
                                         const Handle<YieldTermStructure> &h)
            : SwapIndex("EuriborSwapIfrFix", // familyName
                        tenor,
                        2, // settlementDays
                        EURCurrency(),
                        TARGET(),
                        1 * Years, // fixedLegTenor
                        ModifiedFollowing, // fixedLegConvention
                        Thirty360(Thirty360::BondBasis), // fixedLegDaycounter
                        tenor > 1 * Years ?
                        std::make_shared<Euribor>(6 * Months, h) :
                        std::make_shared<Euribor>(3 * Months, h)) {}

    EuriborSwapIfrFix::EuriborSwapIfrFix(
            const Period &tenor,
            const Handle<YieldTermStructure> &forwarding,
            const Handle<YieldTermStructure> &discounting)
            : SwapIndex("EuriborSwapIfrFix", // familyName
                        tenor,
                        2, // settlementDays
                        EURCurrency(),
                        TARGET(),
                        1 * Years, // fixedLegTenor
                        ModifiedFollowing, // fixedLegConvention
                        Thirty360(Thirty360::BondBasis), // fixedLegDaycounter
                        tenor > 1 * Years ?
                        std::make_shared<Euribor>(6 * Months, forwarding) :
                        std::make_shared<Euribor>(3 * Months, forwarding),
                        discounting) {}


}
